03342nam a2200373Ia 4500001001300000003000800013005001700021006001900038007001500057008004100072020006800113040002100181050002100202072001500223072001600238072002300254080001000277082001900287245009500306260003700401300004400438490004900482505151100531520066502042650004902707650002302756650002602779650001802805700001802823700002402841776001802865830003802883856004702921bslw09002149UtOrBLW20161010130651.0m     o  d        cr un|||||||||130122s2012    enka    o     000 0 eng d  a9781781903100 (electronic bk.) :c£72.95 ; €105.95 ; $134.95  aUtOrBLWcUtOrBLW 4aHB139b.A13 2012 7aKC2bicssc 7aKCH2bicssc 7aBUS0210002bisacsh  a330.404a330.01519522300a30th anniversary editionh[electronic resource] /cedited by Dek Terrell, Daniel Millimet.  aBingley, U.K. :bEmerald,c2012.  a1 online resource (xvi, 477 p.) :bill.1 aAdvances in econometrics,x0731-9053 ;vv.300 aIntroduction / Dek Terrell, Daniel Millimet -- A history of the advances in econometrics series / Randall C. Campbell, Asli Ogunc -- Bayesian unit root testing : the effect of choice of prior on test outcomes / Charley Xia, William Griffiths -- Inverse test confidence intervals for turning-points : a demonstration with higher order polynomials / Jenny N. Lye, Joseph G. Hirschberg -- Serial correlation robust LM / Jingjing Yang, Timothy J. Vogelsang -- Consistent testing for structural change at the ends of the sample / Michael W. McCracken -- Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors / Eric Hillebrand, Tae-Hwy Lee -- On the estimation and testing of fixed effects panel data models with weak instruments / Badi H. Baltagi, Chihwa Kao, Long Liu -- A risk superior semiparametric estimator for overidentified linear models / George G. Judge, Ron C. Mittelhammer -- Spatial dependence in regressors and its effect on performance of likelihood-based and instrumental variable estimators / R. Kelley Pace, James P. LeSage, Shuang Zhu -- Sectoral effects of aggregate shocks / Nathan S. Balke -- Cyclical co-movement between output, the price-level, and the inflation rate / Joseph H. Haslag, Yu-Chin Hsu -- Money-income Granger-causality in quantiles / Tae-Hwy Lee, Weiping Yang -- Copula-GARCH time-varying tail dependence / Jiaqi Chen, Jeffery W. Gunther -- Monte Carlo experiments using Stata : a primer with examples / Lee C. Adkins, Mary N. Gade.  aThe 30th Volume of Advances in Econometrics is in honor of the two individuals whose hard work has helped ensure thirty succesful years of the series, Thomas Fomby and R. Carter Hill. This volume began with a history of the Advances series by Asli Ogunc and Randall Campbell summarizing the prior volumes. Tom Fomby and Carter Hill both provide discussions of the role of Advances over the years. The remaining articles include contributions by a number of authors who have played key roles in the series over the years and in the careers of Fomby and Hill. Overall, this leads to a more diverse mix of papers than a typical volume of Advances in Econometrics. 7aBusiness & EconomicsxEconometrics.2bisacsh 7aEconomics.2bicssc 7aEconometrics.2bicssc 0aEconometrics.1 aTerrell, Dek.1 aMillimet, Daniel L.1 z9781781903094 0aAdvances in econometrics ;vv.30.40uhttp://www.emeraldinsight.com/0731-9053/30